-61.4%
ZTS vs MP
+58.1%
-119.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.7% |
| 7D | -2.0% | -2.9% | +0.9% | -1.8% |
| 30D | +1.9% | +13.8% | -11.9% | +0.9% |
| 3M | -4.0% | -16.7% | +12.7% | -3.1% |
| 6M | -39.1% | -11.5% | -27.6% | -39.1% |
| YTD | -38.8% | +7.9% | -46.7% | -40.0% |
| 1Y | -49.6% | -15.0% | -34.5% | -50.1% |
| 3Y | -59.0% | +153.5% | -212.5% | -66.1% |
| All | -61.4% | +58.1% | -119.5% | -66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling